-5.8%
SLB vs LYB
+48.3%
-54.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | +7.1% | +2.5% | +4.6% | +5.3% |
| 3M | +0.6% | +1.4% | -0.8% | -0.9% |
| 6M | +17.6% | -3.5% | +21.1% | +14.2% |
| YTD | +48.5% | +52.0% | -3.5% | +3.5% |
| 1Y | +59.4% | +22.1% | +37.3% | +27.6% |
| 3Y | -0.4% | -22.8% | +22.4% | +7.8% |
| 5Y | +133.8% | -3.4% | +137.1% | +112.8% |
| All | -5.8% | +48.3% | -54.1% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling